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dc.contributor.authorVance, Colinen
dc.date.accessioned2009-01-28T15:48:50Z-
dc.date.available2009-01-28T15:48:50Z-
dc.date.issued2006-
dc.identifier.urihttp://hdl.handle.net/10419/18590-
dc.description.abstractThis paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman?s sample selection model,an increasingly common econometric specification in political science. The discussion draws on an analysis by Sweeney (2003) of the incidence and intensity of interstate disputes. After replicating his results, the paper presents the delta method and the nonparametric bootstrap as alternative techniques for obtaining standard errors of the marginal effects, which themselves are calculated from a transformation of the model parameters.The analysis reveals two variables for which misleading inferences are drawn with respect to the precision of the estimated coefficients in the original study, suggesting that significance testing of the derived marginal effects is warranted.en
dc.language.isoengen
dc.publisher|aRheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |cEssenen
dc.relation.ispartofseries|aRWI Discussion Papers |x39en
dc.subject.jelC34en
dc.subject.jelC12en
dc.subject.ddc330en
dc.subject.keywordHeckman modelen
dc.subject.keywordstatistical significanceen
dc.subject.keyworddelta methoden
dc.subject.keywordnonparametric bootstrapen
dc.subject.keyworddispute severityen
dc.titleMarginal Effects and Significance Testing with Heckman's Sample Selection Model: A Methodological Note-
dc.typeWorking Paperen
dc.identifier.ppn511472765en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:rwidps:39en

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